-9.8%
CPRT vs MDY
+45.8%
-55.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -0.9% |
| 7D | -0.4% | -0.8% | +0.4% | +0.2% |
| 30D | +8.2% | -3.9% | +12.1% | +11.6% |
| 3M | +2.3% | 0.0% | +2.3% | +2.1% |
| 6M | -14.7% | +8.5% | -23.3% | -20.7% |
| YTD | -18.2% | +13.2% | -31.4% | -26.5% |
| 1Y | -33.4% | +15.0% | -48.4% | -41.1% |
| 3Y | -28.3% | +49.6% | -77.9% | -50.7% |
| 5Y | -9.8% | +46.0% | -55.8% | -37.0% |
| All | -9.8% | +45.8% | -55.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling